thetaOwl

PM

Philip Morris International IncClose $182.27EOD only
Max Pain
$177.50
Next expiry Jul 10, 2026
Expected Move
±$3.00
1.6% from close
Price Gap
-4.77
Distance to max pain
IV Rank
12
Low premium
P/C OI
1.18
Slightly put-heavy
Consensus
No reports available
Published snapshot: Jul 2, 2026 close
End-of-day snapshot

This page reflects PM options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
Jul 2, 2026 close
PM Options Chain
Data as of market close Jul 2, 2026

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row
Next expiry (DTE 8)

Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.

Open Interest by Strike

IV Skew

Volume by Strike

Calls

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
130.0050.3350.9054.300.0020122.0%0.9820.0015-0.1140.0110.024
155.0023.5026.6029.500.000080.0%0.9360.0062-0.1960.0310.027
170.008.0012.0014.800.0011767.6%0.7880.0170-0.3680.0730.025
172.507.009.5012.400.000360.7%0.7600.0203-0.3550.0780.024
175.006.617.309.901.6114752.3%0.7290.0251-0.3270.0840.024
177.505.665.708.202.2635551.7%0.6620.0280-0.3540.0920.022
180.004.553.405.302.444314138.0%0.6100.0400-0.2750.0970.020
182.503.352.603.401.50889232.6%0.5050.0485-0.2450.1010.017
185.002.101.802.300.90817832.3%0.3850.0470-0.2300.0960.013
187.501.301.051.450.751817031.6%0.2720.0416-0.1950.0840.009
190.000.740.450.850.445115531.0%0.1770.0332-0.1490.0660.006
192.500.500.150.850.152325236.9%0.1520.0253-0.1600.0590.005
195.000.350.002.350.173011862.3%0.2330.0194-0.3480.0770.008
197.500.400.002.200.000151.7%0.1410.0172-0.2120.0570.005
200.000.150.000.20-0.01135937.2%0.0390.0090-0.0580.0210.001
205.000.200.002.150.002366.4%0.1110.0113-0.2280.0480.004
210.000.140.002.150.001275.7%0.0980.0091-0.2390.0440.003
220.000.850.002.150.000292.8%0.0820.0065-0.2540.0380.003

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
95.000.100.000.100.0013170.3%-0.0020.0001-0.0190.002-0.000
100.000.100.001.10-0.0512219.5%-0.0170.0007-0.1630.010-0.001
105.000.100.000.100.0013145.7%-0.0020.0002-0.0190.002-0.000
110.000.100.000.100.0015134.4%-0.0020.0002-0.0190.002-0.000
115.000.100.000.100.0014123.4%-0.0030.0003-0.0180.002-0.000
120.000.100.000.100.0015113.3%-0.0030.0003-0.0190.002-0.000
130.000.100.000.100.001493.4%-0.0040.0005-0.0180.003-0.000
140.000.150.000.150.001978.5%-0.0060.0009-0.0250.005-0.000
145.000.060.000.150.003969.3%-0.0070.0012-0.0250.005-0.000
150.000.150.000.150.0011160.2%-0.0080.0015-0.0250.006-0.000
155.000.150.000.15-0.0735851.4%-0.0100.0021-0.0250.007-0.000
160.000.050.002.15-0.1530874.1%-0.0920.0088-0.2180.042-0.003
162.500.400.002.200.000368.1%-0.1010.0103-0.2150.045-0.004
165.000.240.000.700.00410053.8%-0.0830.0113-0.1470.039-0.003
167.500.300.002.200.0044555.0%-0.1230.0147-0.1990.051-0.004
170.000.400.000.70-0.352811841.6%-0.1050.0173-0.1340.046-0.004
172.500.600.001.75-0.75225050.1%-0.2000.0221-0.2490.071-0.007
175.000.720.101.40-1.362425838.3%-0.2090.0297-0.1940.073-0.008
177.501.000.701.85-1.3599135.4%-0.2800.0377-0.2090.085-0.010
180.001.850.802.65-1.47463334.4%-0.3800.0439-0.2270.096-0.014
185.003.804.204.80-4.0023530.0%-0.6240.0501-0.1910.096-0.023
200.0018.9215.8018.400.000049.2%-0.9060.0135-0.1280.042-0.035
How to Read the Chain
Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.
How to scan it

Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.

What matters first

Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.

What can mislead you

Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.

Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.